A tool to plot auto correlation of time series, this is useful in identifying periodicity in a time series or signal.
Due to the limits of Pine Script you'll need to add it multiple times if you want autocorrelation beyond 55 periods. I have added it 4 times here for 220 periods.
For more information on Autocorrelation see: en.wikipedia.org/wiki/Autocorrelation
Note: There are 1 bar gaps every 55 because I wanted the labels to remain every 5, but you don't have to have gaps....
Due to the limits of Pine Script you'll need to add it multiple times if you want autocorrelation beyond 55 periods. I have added it 4 times here for 220 periods.
For more information on Autocorrelation see: en.wikipedia.org/wiki/Autocorrelation
Note: There are 1 bar gaps every 55 because I wanted the labels to remain every 5, but you don't have to have gaps....